V-Lab: AEX-Index MF2-GARCH Volatility Analysis

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AEX-Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:9.94% (+0.14%)

Analysis last updated: Friday, October 10, 2025 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0000	0.00
$β$	0.8330	225.39
$γ$	0.1845	43.18
$λ_{1}$	0.0078	4.11
$λ_{2}$	0.0436	3.91
$λ_{3}$	0.9499	73.85

Estimation Period:
Jan 1, 1990 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts